I am new to fly fishing. Just getting started with gear. Starting with a beginners set from LL Bean. This way I don't have to much $$ into it if I don't like it.

I have learned a lot about lines, leaders and tippets in the past few days. But I confused about the difference between wet, dry and nymph flies. How can you tell them apart and what are their actual functions? I live in PA. I have ordered a few trout sets, but they have yet to arrive. Any help or web links about fly differences would be greatly appreciated.